Estimating the Mixing Time of Ergodic Markov Chains.
Geoffrey WolferAryeh KontorovichPublished in: CoRR (2019)
Keyphrases
- markov chain
- stationary distribution
- steady state
- markov process
- finite state
- markov model
- transition probabilities
- random walk
- transition matrix
- monte carlo
- monte carlo method
- stochastic process
- monte carlo simulation
- sample path
- markov processes
- probabilistic automata
- state space
- confidence intervals
- assemble to order systems
- maximum likelihood